+606.9%
GEV vs FSLY
+77.6%
+529.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.9% | +7.5% | -9.4% | -2.6% |
| 30D | -8.7% | -21.1% | +12.4% | -6.9% |
| 3M | +6.6% | +21.8% | -15.2% | +4.3% |
| 6M | +10.2% | -0.1% | +10.3% | +7.5% |
| YTD | +41.6% | +123.1% | -81.5% | +26.3% |
| 1Y | +43.9% | +208.6% | -164.7% | +20.0% |
| All | +606.9% | +77.6% | +529.3% | +486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling